The standard index produced by makeindex displays page numbers for each indexed term. Is there a way to display the footnote number (instead of the page number) whenever the indexed term appears in a footnote? The footnote numbers run sequentially throughout the document, so this would localize the reference much better than just qualifying the page number with an "n", say. It's okay to use different indexing macros in footnotes and main text.

Nice question. But...If you have footnotes rather than endnotes, why is it any harder to locate a reference in a footnote than in all the paragraphs on that page?
– murrayJul 14 '16 at 19:11

Has to do with the document. Some pages may have little main text, but lots of footnote text. A term may also appear in multiple footnotes on the same page, and it would be nice not to have to scan them all.
– user84538Jul 14 '16 at 20:24

Even if you want the footnote numbers in the index instead of page numbers, you still will have to format them differently to distinguish both in the index.
In this example, I have made the footnote numbers bold.

The problem is to get the footnote number in the .idx file when it is written.
If we should send a \thefootnote, it would give the value of that counter when the index is typeset.

What I have done here is to create a \footnoteindex for using inside footnotes.
This command uses \thefootnote which is expanded because it is send as an argument to \index.
The page number inserted by \index will be discarded by the additional command \indexbf since the second argument (the page number) is not used.

Since the footnote numbers are not in the place of the page numbers, makeidx can not do the usual nice things with them.